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James Laird-Smith
Data Scientist working in London
Education
University of Cape Town
Master of Commerce in Finance
Cape Town, South Africa
2015 - 2017
Thesis: Market Betas on the JSE: Market Segmentation, Estimation & Empirical Evaluation
University of Cape Town
Bachelor of Business Science
Cape Town, South Africa
2009 - 2014
Specialisation: Finance
Employment History
Data Analytics Analyst
The Financial Times (FT)
London, UK
Nov 2018 - (present)
I have various responsibilities
During my time at the FT, my responsibilities included:
- Making budgets
Analyst
ICBC Standard Bank
London, UK
May 2018 - July 2018
Specialist
Maitland Group South Africa
Cape Town, ZA
Mar 2015 - Nov 2017
Maitland Group is a global advisory and administration firm providing third-party
fund administration to managers of pension funds, mutual funds, hedge funds and
private equity funds. Maitland has offices in 13 countries and has $280 billion
in assets under administration.
During my time at Maitland, my responsibilities included:
- Import and maintenance of client reference data.
- The rapid import of financial data from market sources (Bloomberg, Reuters etc).
- Having deep knowledge of internal systems and data-flows.
- Building integration between systems and applications.
- Data collection from external sources.
- Having extensive knowledge on a wide range of financial instruments.
My knowledge of the data and internal systems meant that I often had to:
- Provide analysis and output data for audit and compliance purposes.
- Providing bespoke reporting to clients.
My role required that I adapt quickly to new software applications including that provided by:
- FIS and Neoxam (both previously Sungard)
- Broadridge Financial Solutions (formally offered by Paladyne Systems)
- Microsoft SQL Server
R Packages
Professional Experience
Data Scientist, intern
SupStat Inc.
Beijing, China
2014
- Taught R language to beginners.
- Wrote Shiny app demos.
- Converted statistical tutorials from SPSS to R language.
Bioinformatician
My Health Gene Technology Co., Ltd.
Beijing, China
2015 - 2016
- Analyzed whole-exome sequencing data.
- Wrote analysis pipelines of ChIP-seq, single cell DNA-seq and single cell RNA-seq.
- Studied tumor metastasis and wrote research reports.
- Also did case studies to identify the genetic defect causing rare disease.
Speech & Debate Achievements
Introduction to R Language for Beginners.
Instructor of R and Data Mining Training Courses at SupStat Inc.
Beijing, China
2014
Computational Biology and Bioinformatics.
Teaching assistant of GBS CB2-201 courses at UAB
AL, USA
2016 - 2017
Academic Publication
A study of total beta specification through symmetric regression: the case of the Johannesburg Stock Exchange
Environ Syst Decis (2016) 36: 114
N/A
June 2016
Laird-Smith, J., Meyer, K. & Rajaratnam, K.
This journal article is a modified form of the project I completed in the final year of my undergraduate degree. The research examines the need for new methodology and specification for the CAPM beta parameter on the Johannesburg Stock Exchange (JSE). It is available through the Springer online portal.
Master’s Research
Market Betas on the JSE: Market Segmentation, Estimation & Empirical Evaluation
MCom Dissertation Topic at the University of Cape Town
N/A
2015 - 2017
Supervisor: Kanshukan Rajaratnam
This dissertation was submitted as my M.Com (Finance) degree requirement at the University of Cape Town (UCT) and as such it is available online from UCT Libraries under their open access policy.
The dissertation uses statistical methods and in particular Factor Models to:
- Discover variables that can be used as predictors of investment return.
- Simulate and compare a large number of trading strategies.
- Conduct testing to make models more robust and consistent.
- Monitor model performance over time.
- Correct for errors and changes that arise in model specification.
These can be applied to:
- The analysis of quantitative data in other fields.
- Gain a deeper understanding of other financial markets and industries.
The process of writing a dissertation has meant I have skills: Learning new concepts quickly.
- Conducting research in a way that is comprehensive and detailed.
- Writing reports that are clear and authoritative.
- Reading and summarising large amounts of information in a short time.
- Managing time and meeting deadlines.